NYMEX Light Sweet Crude Oil Future December 2008


Trading Metrics calculated at close of trading on 05-Nov-2008
Day Change Summary
Previous Current
04-Nov-2008 05-Nov-2008 Change Change % Previous Week
Open 63.80 70.00 6.20 9.7% 64.78
High 71.77 70.46 -1.31 -1.8% 70.60
Low 62.25 65.00 2.75 4.4% 61.30
Close 70.53 65.30 -5.23 -7.4% 67.81
Range 9.52 5.46 -4.06 -42.6% 9.30
ATR 5.88 5.85 -0.02 -0.4% 0.00
Volume 236,426 329,187 92,761 39.2% 1,304,656
Daily Pivots for day following 05-Nov-2008
Classic Woodie Camarilla DeMark
R4 83.30 79.76 68.30
R3 77.84 74.30 66.80
R2 72.38 72.38 66.30
R1 68.84 68.84 65.80 67.88
PP 66.92 66.92 66.92 66.44
S1 63.38 63.38 64.80 62.42
S2 61.46 61.46 64.30
S3 56.00 57.92 63.80
S4 50.54 52.46 62.30
Weekly Pivots for week ending 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 94.47 90.44 72.93
R3 85.17 81.14 70.37
R2 75.87 75.87 69.52
R1 71.84 71.84 68.66 73.86
PP 66.57 66.57 66.57 67.58
S1 62.54 62.54 66.96 64.56
S2 57.27 57.27 66.11
S3 47.97 53.24 65.25
S4 38.67 43.94 62.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 71.77 62.25 9.52 14.6% 6.52 10.0% 32% False False 283,421
10 71.77 61.30 10.47 16.0% 5.66 8.7% 38% False False 265,635
20 89.28 61.30 27.98 42.8% 5.62 8.6% 14% False False 233,369
40 109.74 61.30 48.44 74.2% 5.73 8.8% 8% False False 174,627
60 122.87 61.30 61.57 94.3% 5.41 8.3% 6% False False 133,024
80 141.00 61.30 79.70 122.1% 5.20 8.0% 5% False False 111,760
100 148.60 61.30 87.30 133.7% 5.07 7.8% 5% False False 96,229
120 148.60 61.30 87.30 133.7% 5.06 7.7% 5% False False 87,822
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.26
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 93.67
2.618 84.75
1.618 79.29
1.000 75.92
0.618 73.83
HIGH 70.46
0.618 68.37
0.500 67.73
0.382 67.09
LOW 65.00
0.618 61.63
1.000 59.54
1.618 56.17
2.618 50.71
4.250 41.80
Fisher Pivots for day following 05-Nov-2008
Pivot 1 day 3 day
R1 67.73 67.01
PP 66.92 66.44
S1 66.11 65.87

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These figures are updated between 7pm and 10pm EST after a trading day.

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